-19.2%
IP vs AHR
+30.4%
-49.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.1% | -3.4% | +3.5% | +0.6% |
| 30D | -11.2% | -3.8% | -7.5% | -10.8% |
| 3M | +12.3% | +20.1% | -7.7% | +10.3% |
| 6M | -5.2% | +7.1% | -12.3% | -6.2% |
| YTD | -4.0% | +17.2% | -21.2% | -3.1% |
| 1Y | -19.2% | +30.4% | -49.6% | -16.7% |
| All | -19.2% | +30.4% | -49.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling